Personal profile
Personal information
Dr. Mirko Armillotta is a Research Associate at the Department of Econometrics and Data Science of the Vrije Universiteit Amsterdam.
Research
His main research interests are:
- Count time series models
- Observation-driven models
- Network time series
- Integer-valued processes
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Academic qualification
Statistics, PhD, University of Bologna
2 Nov 2017 → 26 May 2021
Award Date: 26 May 2021
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Collaborations and top research areas from the last five years
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Copula tensor count autoregressions for modeling multidimensional integer-valued time series
Armillotta, D. M., Gorgi, P. & Lucas, A., 5 Feb 2025, Tinbergen Institute, (TI Discussion Paper Series; no. 25-004/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
Armillotta, M. & Gorgi, P., Dec 2024, In: Journal of Econometrics. 246, 1-2, 24 p., 105894.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Count network autoregression
Armillotta, D. M. & Fokianos, K., Jul 2024, In: Journal of Time Series Analysis. 45, 4, p. 584-612 29 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Unveiling Venice’s hotels competition networks from dynamic pricing digital market
Armillotta, M., Fokianos, K. & Guizzardi, A., Jan 2024, In: Journal of the Royal Statistical Society. Series A: Statistics in Society. 187, 1, p. 130-157 28 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Nonlinear Network Autoregression
Armillotta, M. & Fokianos, K., Dec 2023, In: Annals of Statistics. 51, 6, p. 2526-2552 27 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open AccessFile52 Downloads (Pure)
Projects
- 1 Finished
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MSCA-IF: Integer-valued Matrix AutoRegressive Score models
Armillotta, D. M. (Principal Investigator)
1/04/23 → 31/03/25
Project: Research